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Stochastic Conditional Intensity Processes

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Author Info
Luc Bauwens
Nikolaus Hautsch

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Abstract

In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell's (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process. Copyright 2006, Oxford University Press.

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File URL: http://hdl.handle.net/10.1093/jjfinec/nbj013
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Publisher Info
Article provided by Oxford University Press in its journal Journal of Financial Econometrics.

Volume (Year): 4 (2006)
Issue (Month): 3 ()
Pages: 450-493
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Handle: RePEc:oup:jfinec:v:4:y:2006:i:3:p:450-493

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  1. Jean-Francois Richard & Wei Zhang, 2007. "Efficient High-Dimensional Importance Sampling," Working Papers 321, University of Pittsburgh, Department of Economics, revised Jan 2007. [Downloadable!]
  2. Wing Lon NG, 2004. "Duration and Order Type Clusters," Econometric Society 2004 Australasian Meetings 272, Econometric Society. [Downloadable!]
  3. André A. Monteiro, 2008. "Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation," Tinbergen Institute Discussion Papers 08-021/2, Tinbergen Institute. [Downloadable!]
  4. Ingmar Nolte & Valeri Voev, 2007. "Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤," CoFE Discussion Paper 07-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  5. Wing Lon NG, 2004. "Duration and Order Type Clusters," Econometric Society 2004 Far Eastern Meetings 730, Econometric Society. [Downloadable!]
  6. Luc, BAUWENS & Fausto Galli, 2007. "Efficient importance sampling for ML estimation of SCD models," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2007032, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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